| total_baffa | baffa_notional_abs | position_count | gross_notional | baffa_percentage | |
|---|---|---|---|---|---|
| 1 | -72,142 | 1,506,081 | 49 | 20,011,802 | -0.004 |
| ric | assetKey | quoteCountry | rawBeta | alpha_decile | alpha | mktcap | alpha_sign | pos_sign | postOptWeights | target_contracts | priceCloseUSD | target_notional | target_notional_abs | baffa | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 3 | 6446.TW | @PHARM121 | TW | 0.9761 | 5 | 0.077 | 16,101 | 1.0000 | 0 | 0.0000 | 0 | 38.1140 | 0 | 0 | 0 |
| 6 | TLMM.KL | @TELEK13 | MY | 0.1640 | 4 | 0.059 | 7,510 | 1.0000 | 0 | 0.0000 | 0 | 1.9569 | 0 | 0 | 0 |
| 10 | 2002.TW | @CHINA152 | TW | 0.5381 | 6 | 0.082 | 7,544 | 1.0000 | -1 | -0.0170 | -142,000 | 0.5978 | -84,893 | 84,893 | -6,927 |
| 14 | 1833.HK | @PAGOO1 | HK | 1.0246 | 2 | -0.021 | 668 | -1.0000 | 0 | 0.0000 | 0 | 0.6723 | 0 | 0 | -0 |
| 16 | 5871.TW | @CHAIL1 | TW | 0.2950 | 9 | 0.153 | 5,741 | 1.0000 | 0 | 0.0000 | 0 | 3.2889 | 0 | 0 | 0 |
| 18 | 5880.TW | @TWCOO1 | TW | 0.0866 | 8 | 0.134 | 14,278 | 1.0000 | -1 | -0.0154 | -86,621 | 0.8883 | -76,946 | 76,946 | -10,305 |
| 24 | 2801.TW | @CHANG17 | TW | 0.1489 | 8 | 0.129 | 10,402 | 1.0000 | 0 | 0.0000 | 0 | 0.9375 | 0 | 0 | 0 |
| 25 | 2880.TW | @HUANA1 | TW | 0.3726 | 9 | 0.158 | 21,645 | 1.0000 | 0 | 0.0000 | 0 | 1.5399 | 0 | 0 | 0 |
| 31 | 3360.HK | @FAREA51 | HK | 0.1292 | 5 | 0.072 | 2,771 | 1.0000 | -1 | -0.0058 | -41,000 | 0.7099 | -29,107 | 29,107 | -2,095 |
| 34 | 2027.TW | @TACHE1 | TW | 0.4376 | 5 | 0.065 | 3,803 | 1.0000 | -1 | -0.0034 | -11,000 | 1.5491 | -17,041 | 17,041 | -1,112 |
| 36 | 2207.TW | @HOTAI2 | TW | 0.2837 | 2 | 0.023 | 6,104 | 1.0000 | -1 | -0.0262 | -8,000 | 16.3521 | -130,817 | 130,817 | -3,003 |
| 37 | 6807.T | @JAPAN182 | JP | 0.6583 | 1 | 0.008 | 767 | 1.0000 | -1 | -0.0016 | -500 | 16.0538 | -8,027 | 8,027 | -66 |
| 45 | 2548.TW | @HUAKU1 | TW | 0.2296 | 8 | 0.137 | 826 | 1.0000 | 0 | 0.0000 | 0 | 2.8278 | 0 | 0 | 0 |
| 58 | 2890.TW | @SINOP13 | TW | 0.3888 | 9 | 0.167 | 21,105 | 1.0000 | 0 | 0.0000 | 0 | 1.4277 | 0 | 0 | 0 |
| 83 | 1301.TW | @FORMO9 | TW | 1.1070 | 8 | 0.124 | 12,001 | 1.0000 | -1 | -0.0014 | -3,000 | 2.2715 | -6,814 | 6,814 | -844 |
| 95 | 2887.TW | @TAISH4 | TW | 0.3553 | 9 | 0.172 | 32,731 | 1.0000 | 0 | 0.0000 | 0 | 1.3033 | 0 | 0 | 0 |
| 118 | 2105.TW | @CHENG13 | TW | 0.1988 | 8 | 0.127 | 2,793 | 1.0000 | -1 | -0.0111 | -58,000 | 0.9575 | -55,533 | 55,533 | -7,037 |
| 121 | 1314.TW | @CHINA198 | TW | 0.5796 | 3 | 0.042 | 959 | 1.0000 | -1 | -0.0056 | -110,000 | 0.2533 | -27,860 | 27,860 | -1,174 |
| 133 | 0371.HK | @SHANG47 | HK | 0.0124 | 1 | 0.014 | 818 | 1.0000 | -1 | -0.0059 | -162,000 | 0.1810 | -29,320 | 29,320 | -408 |
| 137 | 2855.TW | @PRESI5 | TW | 1.0458 | 5 | 0.072 | 2,756 | 1.0000 | -1 | -0.0134 | -39,000 | 1.7213 | -67,130 | 67,130 | -4,803 |
| 139 | 6005.TW | @CAPIT67 | TW | 0.9511 | 5 | 0.065 | 2,358 | 1.0000 | -1 | -0.0024 | -12,441 | 0.9605 | -11,950 | 11,950 | -771 |
| 142 | 2889.TW | @WATER39 | TW | 0.2592 | 3 | 0.034 | 1,783 | 1.0000 | -1 | -0.0055 | -52,462 | 0.5287 | -27,735 | 27,735 | -934 |
| 157 | 2883.HK | @CHINA258 | HK | 0.2959 | 8 | 0.127 | 1,768 | 1.0000 | -1 | -0.0059 | -30,000 | 0.9763 | -29,289 | 29,289 | -3,723 |
| 169 | 3899.HK | @ENRIC2 | HK | 0.9831 | 7 | 0.110 | 608 | 1.0000 | -1 | -0.0017 | -10,000 | 0.8737 | -8,737 | 8,737 | -964 |
| 182 | 0551.HK | @YUEYU3 | HK | 0.5071 | 1 | 0.001 | 1,341 | 1.0000 | -1 | -0.0143 | -42,000 | 1.7053 | -71,624 | 71,624 | -100 |
| 190 | 1999.HK | @MANWA3 | HK | 0.8447 | 1 | 0.011 | 406 | 1.0000 | -1 | -0.0083 | -145,600 | 0.2855 | -41,568 | 41,568 | -462 |
| 198 | 0008.HK | @PCCWL4 | HK | 0.0679 | 2 | 0.016 | 4,000 | 1.0000 | -1 | -0.0074 | -59,000 | 0.6296 | -37,148 | 37,148 | -599 |
| 206 | 1277.HK | @KINET61 | HK | 0.5419 | 2 | 0.029 | 1,863 | 1.0000 | -1 | -0.0059 | -136,000 | 0.2167 | -29,467 | 29,467 | -842 |
| 216 | 9904.TW | @POUCH1 | TW | 0.4602 | 1 | 0.007 | 1,905 | 1.0000 | -1 | -0.0205 | -130,000 | 0.7884 | -102,493 | 102,493 | -724 |
| 217 | 1171.HK | @YANZH2 | HK | 0.3673 | 1 | 0.010 | 4,315 | 1.0000 | -1 | -0.0206 | -76,000 | 1.3574 | -103,161 | 103,161 | -1,081 |
| 218 | 1898.HK | @CHINA484 | HK | 0.1539 | 3 | 0.038 | 5,069 | 1.0000 | -1 | -0.0067 | -27,000 | 1.2344 | -33,329 | 33,329 | -1,272 |
| 227 | 042660.KS | @DAEWO6 | KR | 1.9339 | 5 | 0.062 | 7,173 | 1.0000 | -1 | -0.0071 | -943 | 37.7548 | -35,603 | 35,603 | -2,225 |
| 231 | 373220.KS | @LGENE1 | KR | 1.2896 | 4 | 0.055 | 13,079 | 1.0000 | -1 | -0.0048 | -90 | 266.1523 | -23,954 | 23,954 | -1,310 |
| 234 | 010140.KS | @SAMSU53 | KR | 1.5111 | 7 | 0.110 | 8,791 | 1.0000 | -1 | -0.0096 | -4,075 | 11.7526 | -47,892 | 47,892 | -5,287 |
| 254 | 4938.TW | @PEGAT1 | TW | 0.6051 | 5 | 0.067 | 7,133 | 1.0000 | -1 | -0.0077 | -12,000 | 3.2120 | -38,544 | 38,544 | -2,570 |
| 262 | 9863.HK | @ZHEJI434 | HK | 0.8498 | 3 | 0.043 | 3,386 | 1.0000 | -1 | -0.0023 | -2,800 | 4.0454 | -11,327 | 11,327 | -488 |
| 267 | 001440.KS | @TAIHA2 | KR | 2.7762 | 4 | 0.058 | 1,715 | 1.0000 | -1 | -0.0040 | -1,300 | 15.3262 | -19,924 | 19,924 | -1,156 |
| 271 | 2333.HK | @GREAT74 | HK | 0.7291 | 2 | 0.029 | 1,917 | 1.0000 | -1 | -0.0014 | -8,500 | 0.8348 | -7,096 | 7,096 | -207 |
| 272 | 2611.HK | @GUOTA36 | HK | 0.9015 | 6 | 0.085 | 4,968 | 1.0000 | -1 | -0.0009 | -2,800 | 1.6289 | -4,561 | 4,561 | -390 |
| 278 | 071050.KS | @DONGW19 | KR | 1.7095 | 4 | 0.051 | 6,666 | 1.0000 | -1 | -0.0014 | -58 | 119.6190 | -6,938 | 6,938 | -352 |
| 293 | 0656.HK | @FOSUN1 | HK | 0.5902 | 1 | 0.005 | 1,226 | 1.0000 | -1 | -0.0064 | -57,000 | 0.5589 | -31,857 | 31,857 | -166 |
| 301 | 0522.HK | @ASMPA2 | HK | 3.0958 | 7 | 0.112 | 4,538 | 1.0000 | -1 | -0.0014 | -500 | 14.4278 | -7,214 | 7,214 | -805 |
| 311 | 0257.HK | @CHINA264 | HK | 0.1472 | 2 | 0.021 | 3,699 | 1.0000 | -1 | -0.0011 | -9,000 | 0.6022 | -5,420 | 5,420 | -113 |
| 326 | 8926.TW | @TAIWA44 | TW | 0.5807 | 2 | 0.016 | 1,075 | 1.0000 | -1 | -0.0014 | -4,000 | 1.7735 | -7,094 | 7,094 | -114 |
| 328 | 039490.KS | @KIWOO1 | KR | 1.8246 | 2 | 0.028 | 4,637 | 1.0000 | -1 | -0.0009 | -26 | 176.8119 | -4,597 | 4,597 | -127 |
| 329 | 1347.HK | @HUAHO1 | HK | 2.5123 | 6 | 0.087 | 10,480 | 1.0000 | -1 | -0.0016 | -1,000 | 8.2335 | -8,234 | 8,234 | -718 |
| 336 | 2689.HK | @NINED1 | HK | 1.5511 | 1 | 0.009 | 984 | 1.0000 | -1 | -0.0007 | -6,000 | 0.5825 | -3,495 | 3,495 | -32 |
| 339 | 0291.HK | @CHINA288 | HK | 0.3644 | 1 | 0.001 | 3,761 | 1.0000 | -1 | -0.0036 | -7,500 | 2.4153 | -18,114 | 18,114 | -19 |
| 341 | 0659.HK | @NWSHO2 | HK | 0.3386 | 1 | 0.013 | 1,490 | 1.0000 | -1 | -0.0148 | -68,000 | 1.0878 | -73,972 | 73,972 | -979 |
| 382 | 1988.HK | @CHINA1157 | HK | 0.1413 | 3 | 0.042 | 3,059 | 1.0000 | -1 | -0.0021 | -26,500 | 0.4040 | -10,707 | 10,707 | -451 |
| 383 | 0148.HK | @KINGB2 | HK | 2.2009 | 4 | 0.061 | 4,433 | 1.0000 | -1 | -0.0023 | -2,000 | 5.8119 | -11,624 | 11,624 | -712 |
| 403 | 3105.T | @NISSH18 | JP | 1.2995 | 1 | 0.011 | 2,501 | 1.0000 | -1 | -0.0003 | -100 | 14.7687 | -1,477 | 1,477 | -17 |
| 422 | 0288.HK | @WHGRO1 | HK | 0.3169 | 2 | 0.024 | 7,443 | 1.0000 | -1 | -0.0008 | -5,000 | 0.7947 | -3,973 | 3,973 | -94 |
| 432 | 1312.TW | @GRAND64 | TW | 0.8826 | 1 | -0.007 | 625 | -1.0000 | 0 | 0.0000 | 0 | 0.4411 | 0 | 0 | -0 |
| 440 | 5301.T | @TOKAI17 | JP | 0.9561 | 2 | 0.029 | 2,752 | 1.0000 | 0 | 0.0000 | 0 | 12.7335 | 0 | 0 | 0 |
| 468 | 267250.KS | @HYUND474 | KR | 1.4878 | 10 | 0.276 | 8,292 | 1.0000 | -1 | -0.0022 | -107 | 104.9657 | -11,231 | 11,231 | -3,098 |
| 481 | 6857.T | @ADVAN93 | JP | 2.2150 | 6 | 0.084 | 171,590 | 1.0000 | 0 | 0.0000 | 0 | 234.4131 | 0 | 0 | 0 |
| 494 | 4776.T | @CYBOZ2 | JP | 0.4590 | 6 | 0.081 | 851 | 1.0000 | 0 | 0.0000 | 0 | 18.9657 | 0 | 0 | 0 |
| 496 | 6146.T | @DISCO14 | JP | 2.1007 | 7 | 0.121 | 35,943 | 1.0000 | 0 | 0.0000 | 0 | 331.2042 | 0 | 0 | 0 |
| 499 | 6324.T | @HARMO10 | JP | 2.4065 | 4 | -0.048 | 2,172 | -1.0000 | 0 | 0.0000 | 0 | 34.6904 | 0 | 0 | -0 |
| 505 | 3008.TW | @LARGA1 | TW | 1.4458 | 10 | 0.320 | 19,872 | 1.0000 | 0 | 0.0000 | 0 | 178.7361 | 0 | 0 | 0 |
| 507 | 8802.T | @MITSU62 | JP | 0.6006 | 4 | 0.053 | 29,034 | 1.0000 | 0 | 0.0000 | 0 | 23.8528 | 0 | 0 | 0 |
| 511 | 4071.T | @PLUSA1 | JP | 0.4973 | 7 | 0.120 | 404 | 1.0000 | 0 | 0.0000 | 0 | 14.2180 | 0 | 0 | 0 |
| 512 | 6963.T | @ROHMC2 | JP | 1.7280 | 1 | 0.008 | 8,872 | 1.0000 | 0 | 0.0000 | 0 | 24.4162 | 0 | 0 | 0 |
| 513 | 7581.T | @SAIZE1 | JP | -0.2948 | 6 | -0.095 | 2,417 | -1.0000 | 0 | 0.0000 | 0 | 50.2630 | 0 | 0 | -0 |
| 533 | 688510.SH | @WUXIH9 | CN | 1.9279 | 1 | -0.010 | 764 | -1.0000 | 1 | 0.0078 | 13,300 | 2.9410 | 39,116 | 39,116 | -383 |
| 539 | 600763.SH | @BEIJI20 | CN | 0.8979 | 2 | -0.028 | 1,509 | -1.0000 | 1 | 0.0047 | 4,601 | 5.1438 | 23,667 | 23,667 | -671 |
| 551 | 600801.SH | @HUAXI1 | CN | 0.4476 | 2 | -0.014 | 1,728 | -1.0000 | 1 | 0.0010 | 1,500 | 3.2132 | 4,820 | 4,820 | -70 |
| 557 | 300696.ZK | @CHENG70 | CN | 2.0530 | 2 | -0.025 | 576 | -1.0000 | 1 | 0.0027 | 5,300 | 2.5742 | 13,643 | 13,643 | -343 |
| 563 | 000415.ZK | @XINJI18 | CN | 1.3915 | 4 | 0.050 | 2,886 | 1.0000 | 0 | 0.0000 | 0 | 0.6481 | 0 | 0 | 0 |
| 588 | 688050.SH | @EYEBR1 | CN | 0.6122 | 10 | -0.198 | 1,153 | -1.0000 | 0 | 0.0000 | 0 | 6.3392 | 0 | 0 | -0 |
| 591 | 301310.ZK | @WUXIX4 | CN | 1.3077 | 10 | -0.266 | 1,575 | -1.0000 | 0 | 0.0000 | 0 | 8.2082 | 0 | 0 | -0 |
| 604 | 301413.ZK | @SHENZ441 | CN | 2.3837 | 10 | -0.220 | 1,317 | -1.0000 | 0 | 0.0000 | 0 | 10.0892 | 0 | 0 | -0 |
| 611 | 001283.ZK | @SHENZ380 | CN | 1.5076 | 9 | -0.174 | 977 | -1.0000 | 0 | 0.0000 | 0 | 7.5330 | 0 | 0 | -0 |
| 612 | 300115.ZK | @SHENZ70 | CN | 1.9431 | 10 | -0.204 | 3,840 | -1.0000 | 0 | 0.0000 | 0 | 4.2101 | 0 | 0 | -0 |
| 614 | 688192.SH | @DIZAL1 | CN | 0.9086 | 10 | -0.253 | 2,479 | -1.0000 | 0 | 0.0000 | 0 | 8.3269 | 0 | 0 | -0 |
| 615 | 301225.ZK | @HENGB2 | CN | 2.3235 | 10 | -0.263 | 1,283 | -1.0000 | 0 | 0.0000 | 0 | 10.2365 | 0 | 0 | -0 |
| 617 | 002086.ZK | @SHAND59 | CN | 1.1399 | 10 | -0.454 | 621 | -1.0000 | 0 | 0.0000 | 0 | 0.3864 | 0 | 0 | -0 |
| 619 | 002434.ZK | @ZHEJI106 | CN | 1.4651 | 9 | -0.157 | 884 | -1.0000 | 0 | 0.0000 | 0 | 1.0525 | 0 | 0 | -0 |
| 620 | 688256.SH | @CAMBR63 | CN | 1.8299 | 10 | -0.234 | 66,473 | -1.0000 | 0 | 0.0000 | 0 | 137.2788 | 0 | 0 | -0 |
| 623 | 300486.ZK | @SHANX34 | CN | 1.0757 | 10 | -0.290 | 912 | -1.0000 | 0 | 0.0000 | 0 | 2.6539 | 0 | 0 | -0 |
| 627 | 300827.ZK | @SINEN1 | CN | 1.1986 | 10 | -0.279 | 1,985 | -1.0000 | 0 | 0.0000 | 0 | 3.8763 | 0 | 0 | -0 |
| 629 | 688277.SH | @TINAV1 | CN | 1.4816 | 10 | -0.328 | 1,033 | -1.0000 | 0 | 0.0000 | 0 | 2.3817 | 0 | 0 | -0 |
| 630 | 603130.SH | @ZHEJI437 | CN | 1.2292 | 10 | -0.252 | 825 | -1.0000 | 0 | 0.0000 | 0 | 6.0024 | 0 | 0 | -0 |
| 648 | GULF_n.BK | @GULFD3 | TH | 0.4409 | 9 | 0.160 | 22,246 | 1.0000 | 0 | 0.0000 | 0 | 1.8159 | 0 | 0 | 0 |